+115.0%
FCX vs NSC
+44.4%
+70.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | +3.4% | -3.4% | +6.8% | +5.5% |
| 3M | +15.0% | +5.1% | +9.9% | +11.3% |
| 6M | +14.6% | +9.2% | +5.4% | +6.9% |
| YTD | +41.2% | +13.4% | +27.8% | +28.2% |
| 1Y | +60.4% | +20.8% | +39.6% | +39.5% |
| 3Y | +88.4% | +76.1% | +12.3% | +19.0% |
| 5Y | +115.0% | +45.3% | +69.8% | +56.4% |
| All | +115.0% | +44.4% | +70.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling